A PSU cable tester is valuable for this. They're much cheaper than a replacement PSU, and you can plug in cables wherever they fit on a PSU, and test whether the output is correct for the CPU/PCI/motherboard/SATA connector you want to plug it into. The PSU and cable might be a black box, but the output is always testable.

Couldn't you still fry a PSU if the cable assumed multiple common pins to the PSU, but the PSU had different voltages across those connectors?